Distributed maximum likelihood for simultaneous self-localization and tracking in sensor networks

We show that the sensor self-localization problem can be cast as a static parameter estimation problem for Hidden Markov Models and we implement fully decentralized versions of the Recursive Maximum Likelihood and on-line Expectation-Maximization algorithms to localize the sensor network simultaneously with target tracking. For linear Gaussian models, our algorithms can be implemented exactly using a distributed version of the Kalman filter and a novel message passing algorithm. The latter allows each node to compute the local derivatives of the likelihood or the sufficient statistics needed for Expectation-Maximization. In the non-linear case, a solution based on local linearization in the spirit of the Extended Kalman Filter is proposed. In numerical examples we demonstrate that the developed algorithms are able to learn the localization parameters. © 2012 IEEE.

A Maximum-Likelihood Interpretation for Slow Feature Analysis

The brain extracts useful features from a maelstrom of sensory information, and a fundamental goal of theoretical neuroscience is to work out how it does so. One proposed feature extraction strategy is motivated by the observation that the meaning of sensory data, such as the identity of a moving visual object, is often more persistent than the activation of any single sensory receptor. This notion is embodied in the slow feature analysis (SFA) algorithm, which uses “slowness” as an heuristic by which to extract semantic information from multi-dimensional time-series. Here, we develop a probabilistic interpretation of this algorithm showing that inference and learning in the limiting case of a suitable probabilistic model yield exactly the results of SFA. Similar equivalences have proved useful in interpreting and extending comparable algorithms such as independent component analysis. For SFA, we use the equivalent probabilistic model as a conceptual spring-board, with which to motivate several novel extensions to the algorithm.